+407.1%
LNG vs ABCL
-81.3%
+488.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.4% |
| 7D | +3.4% | +0.7% | +2.7% | +3.4% |
| 30D | +14.9% | +93.1% | -78.2% | +11.9% |
| 3M | +21.4% | +79.4% | -58.0% | +18.2% |
| 6M | +17.8% | +214.9% | -197.1% | +12.1% |
| YTD | +51.3% | +234.2% | -182.9% | +43.2% |
| 1Y | +24.4% | +174.8% | -150.3% | +18.3% |
| 3Y | +79.7% | +104.5% | -24.8% | +69.6% |
| 5Y | +241.3% | -39.0% | +280.3% | +231.1% |
| All | +407.1% | -81.3% | +488.3% | +407.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling